It has been noted over and over and over again that it was not physically possible to separate them. It wasn't that their parents refused; it was they refused to consign one twin to almost certain death, and it would probably kill both of them.
So please stop this nonsense about "They should have been separated." Would you intentionally murder one of your children so the other one might have a tiny chance of life, probably terribly disabled even if they lived?
Some Siamese twins can be separated. I don't know the statistics, but going from memory, it often results in one surviving twin. Sometimes, it results in two extremely disabled people. And sometimes, like the pair in Iran years ago (who had both become professional lawyers and had a pretty good life), it results in the death of both.
Things change; many Siamese twins are connected at the head, and it is very hard to determine if they share parts of their brains. On the other hand, twins connected at the top of the head, who can never stand or even sit up properly, have such a low quality of life that sometimes attempts are made to separate anyway. Today, most of the time, one or both still die, but it is seen as worth the risk in many cases.
On the other hand, today, Chang and Ang could probably be separated in a simple operation that removed the chord of skin that bound them together, provided they had separate organs in their bodies. It might be trickier if not (and we don't know).
Finally, he is marrying both ladies, at least in a practical, if not a legal, sense. Some twins who have married (female or male) different partners usually have houses or apartments next door and arrange to swap days or weeks with their partners. Chang and Ang did that with two houses next to each other.
Again, do a little study of this (I find the topic fascinating and have since childhood), and you will quickly discover that medical science has no way to remove the "extra twin," who is only a head and part of a body and shares organs with her sister. Science may be able to do that someday, but we are not there yet. So, the twins either learn to live with the situation as these two have, or you kill one of them and hope the other survives.
I wish them well. A man with two wives is the second most common version of human marriage that anthropologists have found in historical and prehistorical records.
Edited to add, the one case I know of where twins similar to this were separated (and both lived), there were mostly separate organs going all the way down, and the ones they shared could be portioned out and still be survivable for both. Each twin got one leg (if I recall correctly) and one arm. But the twins who just got married share all the "bottom stuff." We can't create an entire lower digestive tracks and other organs needed for survival yet. That may change in a few years.